-38.0%
VG vs VTR
+58.2%
-96.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | +11.1% | -3.7% | +14.8% | +12.0% |
| 3M | +14.9% | +13.5% | +1.3% | +11.4% |
| 6M | +18.4% | +7.2% | +11.2% | +15.0% |
| YTD | +116.6% | +17.6% | +99.0% | +97.7% |
| 1Y | +9.4% | +35.4% | -26.0% | -8.4% |
| All | -38.0% | +58.2% | -96.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling